Curves of descent

DOI10.1137/130920216zbMATH Open1345.26027arXiv1212.1231OpenAlexW2017413125MaRDI QIDQ2810053FDOQ2810053

Authors: Alexander D. Ioffe, D. Drusvyatskiy, A. S. Lewis 

Publication date: 31 May 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: Steepest descent is central in variational mathematics. We present a new transparent existence proof for curves of near-maximal slope --- an influential notion of steepest descent in a nonsmooth setting. We moreover show that for semi-algebraic functions --- prototypical nonpathological functions in nonsmooth optimization --- such curves are precisely the solutions of subgradient dynamical systems.

Full work available at URL: https://arxiv.org/abs/1212.1231

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zbMATH Keywords

subdifferentialsslopessemialgebraic functionsdescent curvessubgradient dynamical systems

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Inequalities involving derivatives and differential and integral operators (26D10) Gradient-like behavior; isolated (locally maximal) invariant sets; attractors, repellers for topological dynamical systems (37B35) Real-analytic and semi-analytic sets (14P15) Semi-analytic sets, subanalytic sets, and generalizations (32B20)

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